+425.7%
DELL vs XLB
+44.2%
+381.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.6% |
| 7D | +17.1% | 0.0% | +17.1% | +17.2% |
| 30D | -35.1% | +5.3% | -40.3% | -38.7% |
| 3M | -23.3% | 0.0% | -23.3% | -23.4% |
| 6M | +55.8% | +1.2% | +54.6% | +52.0% |
| YTD | +198.0% | +16.9% | +181.1% | +149.1% |
| 1Y | +166.6% | +20.9% | +145.7% | +114.3% |
| All | +425.7% | +44.2% | +381.6% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling